+1.5%
TT vs IOT
+7.0%
-5.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +1.1% |
| 7D | +3.5% | -1.3% | +4.8% | +3.4% |
| 30D | -11.0% | +1.5% | -12.5% | -10.9% |
| 3M | -12.0% | +4.8% | -16.8% | -11.4% |
| 6M | -10.4% | +45.3% | -55.7% | -6.5% |
| YTD | +9.9% | +19.2% | -9.2% | +14.6% |
| 1Y | +1.5% | +6.1% | -4.6% | +7.1% |
| All | +1.5% | +7.0% | -5.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling